How to Initiate and Update indicators in Futures continuos contracts

Shner

I'll try to help, but I'm wondering if you had a chance to see what I asked you about earlier.

Hey Vladimir I did have a look at it, I although it wasnt what I was looking for, I closed the thread as I managed to edit the values directly by making my custom indicator which I can access the values updated on each datapoint.
Although, if you do find a way where I can just feed the values directly to the indicator without making a custom indicator from scratch I would gladly appreciated (like x.close * 1.2 / x.high), the reason is that b4 was just a simple example, but I would like to perform other subtractions in the future that might be completly different…

Shner

Thanks for understanding.

Try the algorithm with my changes. Hope it helps.

If you are satisfied with my answer, please accept it .

Thanks Vladimir It looks great, I just wanted to ask a few questions:

1. why use this attributes for the EMA's condition, is it necessary ? and whats the purpose of it ?

self.tolerance = 0.001

2. I know you didnt add this, but do you know by chance what this does: 
I tried having a look at the docs and it said self.Portfolio.get(self.symbol) returns the value of the symbol, but then why not use “self.Securites” ?

3. what is the difference between:

self.ResolveConsolidator(self.symbol, Resolution.Minute)
# and:
threeCountConsolidator = TradeBarConsolidator(timedelta(minutes=1))
self.SubscriptionManager.AddConsolidator(self.symbol, threeCountConsolidator)

is it just a standard consolidator for adding standard Timeframes (second, minute, hour…) ? 

Shner

-→ 1. why use this attributes for the EMA's condition, is it necessary ?    and whats the purpose of it ?

    self.tolerance = 0.001

self.tolerance creates a buffer zone around the slow EMA 

if self.Indicators['ema_fast'].Current.Value > (1 + self.tolerance)*self.Indicators['ema_slow'].Current.Value:
if self.Indicators['ema_fast'].Current.Value < (1 - self.tolerance)*self.Indicators['ema_slow'].Current.Value:

This technique is very often used to reduce false crossover signals.

If you are satisfied with my answer, please accept it and don't forget to like it.

I'll be happy to answer other your questions in another thread.

Shner

Here is a version of the algorithm without 

holding = None if self.symbol is None else self.Portfolio.get(self.symbol)

Hope it helps. 

If you are satisfied with my answer, please accept it and don't forget to like it.